Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47328.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45933.84 Kr¶

PnL: ---------------------------------------> -954.73 Kr¶

DD now: ---------------------------------> -2.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:43:56.550133'

Anic Portfolio¶

Today¶

Return: -1.299 %¶

This Week¶

Return: -1.219 %¶

Total¶

Return: 54.942 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Corem Property Group B 59 -1.800000 611.240000 34.240000 5.930000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.740000 388.000000 33.000000 9.300000 355.000000
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
Resurs Holding 22 -1.700000 599.060000 25.060000 4.370000 573.999998
SAAB B 8 -0.160000 3401.600000 24.600000 0.730000 3377.000000
Beijer Electronics Group 26 -3.360000 2990.000000 19.000000 0.640000 2971.000006
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.690000 584.520000 14.520000 2.550000 570.000000
Swedbank A 3 -0.570000 577.800000 13.800000 2.450000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Intrum 4 -3.410000 526.800000 -0.200000 -0.040000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.180000 3448.100000 -5.900000 -0.170000 3453.999992
Essity B 2 -1.250000 553.600000 -20.400000 -3.550000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.610000 549.000000 -45.570000 -7.660000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.180000 3589.300000 -166.700000 -4.440000 3756.000001
OX2 18 -2.420000 1413.000000 -251.000000 -15.080000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45933.840000 -954.730000 -2.67547% 46888.564618

Updated:¶

'2023-01-25 13:44:09.296226'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶